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From Maciej Rubikowski <roob...@gmail.com>
Subject [math] EigenDecompositionImpl -- maxIters causing troubles?
Date Mon, 28 Nov 2011 21:41:06 GMT
Hello,

before I fill in the bug report, I want to ask if anyone had similar 
issue before. Maybe I simply misunderstood the whole idea behind 
EigenDecomposition, but I think what I've come up with is in fact a 
serious limitation.

I've tried to decompose a covariance matrix, approximately 1000x1000 
big. After few seconds I've ended up with a 
MaxIterationsExceededException. I've investigated the cause and found 
the following field in EigenDecompositionImpl:

/** Maximum number of iterations accepted in the implicit QL 
transformation */
private byte maxIter = 30;

Does anyone know any reason for hard-coding such value? What are the 
true limitations of the EigenDecomposition? Is there any way to get 
around it?


Best regards,
Maciej Rubikowski
Warsaw University of Technology / Institute of Computer Science

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